Valley National Bancorp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.64% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 14.05 | |
| 0.0925 | 45.43 | |
| 0.9003 | 470.14 | |
| 0.2412 | 7.39 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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